AEX-Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
12.76%
decreased by 0.27%
1 Week
13.41%
increased by 0.38%
1 Month
15.02%
increased by 1.99%
Analysis last updated: Friday, April 17, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8327 | 221.28 | |
| 0.1830 | 43.28 | |
| 0.0082 | 4.12 | |
| 0.0440 | 3.87 | |
| 0.9492 | 72.15 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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